ECBOT 5 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
117-225 |
117-305 |
0-080 |
0.2% |
116-302 |
| High |
118-015 |
118-090 |
0-075 |
0.2% |
118-015 |
| Low |
117-200 |
117-277 |
0-077 |
0.2% |
116-235 |
| Close |
117-277 |
118-070 |
0-113 |
0.3% |
117-277 |
| Range |
0-135 |
0-133 |
-0-002 |
-1.5% |
1-100 |
| ATR |
0-149 |
0-148 |
-0-001 |
-0.8% |
0-000 |
| Volume |
478,383 |
420,029 |
-58,354 |
-12.2% |
2,206,580 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-067 |
118-143 |
|
| R3 |
118-305 |
118-254 |
118-107 |
|
| R2 |
118-172 |
118-172 |
118-094 |
|
| R1 |
118-121 |
118-121 |
118-082 |
118-146 |
| PP |
118-039 |
118-039 |
118-039 |
118-052 |
| S1 |
117-308 |
117-308 |
118-058 |
118-014 |
| S2 |
117-226 |
117-226 |
118-046 |
|
| S3 |
117-093 |
117-175 |
118-033 |
|
| S4 |
116-280 |
117-042 |
117-317 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-156 |
120-316 |
118-188 |
|
| R3 |
120-056 |
119-216 |
118-072 |
|
| R2 |
118-276 |
118-276 |
118-034 |
|
| R1 |
118-116 |
118-116 |
117-316 |
118-196 |
| PP |
117-176 |
117-176 |
117-176 |
117-216 |
| S1 |
117-016 |
117-016 |
117-238 |
117-096 |
| S2 |
116-076 |
116-076 |
117-200 |
|
| S3 |
114-296 |
115-236 |
117-162 |
|
| S4 |
113-196 |
114-136 |
117-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-090 |
117-002 |
1-088 |
1.1% |
0-134 |
0.4% |
95% |
True |
False |
469,416 |
| 10 |
118-090 |
116-235 |
1-175 |
1.3% |
0-133 |
0.4% |
96% |
True |
False |
415,277 |
| 20 |
118-090 |
116-020 |
2-070 |
1.9% |
0-150 |
0.4% |
97% |
True |
False |
441,248 |
| 40 |
118-090 |
114-170 |
3-240 |
3.2% |
0-157 |
0.4% |
98% |
True |
False |
267,344 |
| 60 |
118-090 |
112-250 |
5-160 |
4.7% |
0-113 |
0.3% |
99% |
True |
False |
178,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-015 |
|
2.618 |
119-118 |
|
1.618 |
118-305 |
|
1.000 |
118-223 |
|
0.618 |
118-172 |
|
HIGH |
118-090 |
|
0.618 |
118-039 |
|
0.500 |
118-024 |
|
0.382 |
118-008 |
|
LOW |
117-277 |
|
0.618 |
117-195 |
|
1.000 |
117-144 |
|
1.618 |
117-062 |
|
2.618 |
116-249 |
|
4.250 |
116-032 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-054 |
118-042 |
| PP |
118-039 |
118-013 |
| S1 |
118-024 |
117-305 |
|